+352.5%
TRV vs LII
+166.2%
+186.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +1.4% | +0.4% | +0.9% | +1.3% |
| 30D | +8.7% | -2.4% | +11.1% | +9.1% |
| 3M | +7.1% | -17.5% | +24.6% | +12.1% |
| 6M | +35.5% | -32.8% | +68.3% | +47.9% |
| YTD | +39.7% | -27.7% | +67.4% | +47.9% |
| 1Y | +44.1% | -28.1% | +72.2% | +52.5% |
| 3Y | +148.1% | -9.7% | +157.8% | +134.3% |
| 5Y | +178.6% | +19.5% | +159.1% | +132.6% |
| 10Y | +352.5% | +170.6% | +181.9% | +190.1% |
| All | +352.5% | +166.2% | +186.3% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling